Published December 2008 | Version v1
Journal article

Sharp errors for point-wise Poisson approximations in mixing processes

  • 1. IMECC, Universidade Estadual de Campinas, Pça Sérgio Buarque de Holanda 651 Cid. Univ. CP 6065, Cep. 13083-859, Campinas SP (Brazil)
  • 2. Université d'Evry Val d'Essonne, Département de Mathématiques, Laboratoire Statistique et Génome, 91 000 Evry (France)

Description

We describe the statistics of the number of occurrences of a string of symbols in a stochastic process: taking a string A of length n, we prove that the number of visits to A up to time t, denoted by Nt, has approximately a Poisson distribution. We provide a sharp error for this approximation. In contrast to previous works which present uniform error terms based on the total variation distance, our error is point-wise. As a byproduct we obtain that all the moments of Nt are finite. Moreover, we obtain explicit approximations for all of them. Our result holds for processes that verify the φ-mixing condition. The error term is explicitly expressed as a function of the rate function φ and is easily computable

Availability note (English)

Available from http://dx.doi.org/10.1088/0951-7715/21/12/008

Additional details

Identifiers

DOI
10.1088/0951-7715/21/12/008;
PII
S0951-7715(08)73397-8;

Publishing Information

Journal Title
Nonlinearity (Print)
Journal Volume
21
Journal Issue
12
Journal Page Range
p. 2871-2885
ISSN
0951-7715

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
44095767
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Descriptors DEI
APPROXIMATIONS; DISTRIBUTION; MIXING; STATISTICS; STOCHASTIC PROCESSES
Descriptors DEC
CALCULATION METHODS; MATHEMATICS